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~isPartOf:"Insurance / Mathematics & economics"
~person:"Melʹnikov, Aleksandr V."
~person:"Shimizu, Yasutaka"
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Option pricing theory
4
Optionspreistheorie
4
Lebensversicherung
3
Life insurance
3
Financial investment
2
Hedging
2
Kapitalanlage
2
Portfolio selection
2
Portfolio-Management
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Quantile hedging
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Absorbing barrier
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Actuarial mathematics
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Adjusted hedging volatility
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Aggregate model
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Bachelier model
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Black-Scholes
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Black-Scholes model
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Black-Scholes-Modell
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Call option
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Central limit theorem
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Credit derivative
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Credit risk
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Default
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Economics of insurance
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Equity-linked life insurance
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Equity-linked life insurance contract
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Individual model
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Kreditderivat
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Kreditrisiko
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Option trading
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Optionsgeschäft
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Risikomodell
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Risk measures
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Risk model
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Strong law of large numbers
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Melʹnikov, Aleksandr V.
Shimizu, Yasutaka
Shen, Yang
6
Pelsser, Antoon André Jean
5
Siu, Tak Kuen
5
Ziveyi, Jonathan
5
Yang, Hailiang
4
Dhaene, Jan
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Feng, Runhuan
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Gerber, Hans U.
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Shiu, Elias S. W.
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Tunaru, Radu
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2
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Costabile, Massimo
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Deelstra, Griselda
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Delong, Łukasz
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Fusai, Gianluca
2
Godin, Frédéric
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Grasselli, Martino
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Hainaut, Donatien
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Hao, Xuemiao
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Kang, Boda
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Li, Bin
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Insurance / Mathematics & economics
International journal of theoretical and applied finance
2
Mathematics and financial economics
2
Risk and decision analysis
2
Translations of mathematical monographs
2
Annals of finance
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Risks : open access journal
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Scandinavian actuarial journal
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Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
2
Applications of central limit theorems for equity-linked insurance
Feng, Runhuan
;
Shimizu, Yasutaka
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 138-148
Persistent link: https://www.econbiz.de/10011530942
Saved in:
3
Finite-time survival probability and credit default swaps pricing under geometric Lévy markets
Hao, Xuemiao
;
Li, Xuan
;
Shimizu, Yasutaka
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 14-23
Persistent link: https://www.econbiz.de/10009785428
Saved in:
4
Quantile hedging on equity-linked life insurance contracts with transaction costs
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 77-88
Persistent link: https://www.econbiz.de/10010437626
Saved in:
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